I recently wrote an artitle on multi-asset investing for Professional Wealth Management magazine which is part of the Financial Times Group.
Basically, the perfect storm of the financial crisis nullified the supposed diversification benefits of multi-asset class strategies, but it is argued that for a range of innovative featues, they can provide investors with a more efficient and effective diversification strategy.
For more details, please refer to the following web link.
http://www.pwmnet.com/news/get_file.php3/id/297/file/p23+pwm.pdf
About Me
- Dr. Junhua Lu
- Junhua Lu BSc, MSc (Fin), CFA, MCSE, PhD Quantitative portfolio strategist with expertise in a broad range of financial modelling and quantitative analysis techniques. Familiarity with a broad range of portfolio risk management and strategies, including portfolio optimization with higher moment, stress testing, back testing, and risk budgeting. Demonstrated ability to employ a variety of advanced econometric techniques to identify potential investment opportunities creatively. Extensive experience with such programming packages as MATLAB, C++, and VBA as well as use of such financial databases as Factset, Bloomberg, CRSP, Compustat, Lipper and Morningstar.
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